Does the interest parity puzzle hold for Central and Eastern European economies?
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More about this item
Keywords
interest parity puzzle; forward premium puzzle; risk premium; Fama regression; Central and Eastern Europe;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2021-05-10 (Central Banking)
- NEP-CWA-2021-05-10 (Central & Western Asia)
- NEP-EEC-2021-05-10 (European Economics)
- NEP-MON-2021-05-10 (Monetary Economics)
- NEP-OPM-2021-05-10 (Open Economy Macroeconomics)
- NEP-TRA-2021-05-10 (Transition Economics)
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